+80.6%
PFE vs IWF
+727.1%
-646.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.8% | +0.5% | +1.2% | +1.4% |
| 30D | +10.2% | -0.4% | +10.6% | +10.4% |
| 3M | +12.7% | -2.6% | +15.3% | +13.7% |
| 6M | +10.5% | +9.1% | +1.4% | +4.7% |
| YTD | +20.2% | +4.5% | +15.7% | +16.4% |
| 1Y | +24.1% | +10.1% | +14.0% | +16.6% |
| 3Y | -3.6% | +77.6% | -81.2% | -32.5% |
| 5Y | -20.9% | +73.7% | -94.6% | -45.8% |
| 10Y | +35.8% | +411.5% | -375.7% | -54.2% |
| All | +80.6% | +727.1% | -646.5% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IWF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling